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Found 2 papers, 1 papers with code
Uncovering Causality from Multivariate Hawkes Integrated Cumulants
We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process.
SGD with Variance Reduction beyond Empirical Risk Minimization
We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations.
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